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In layman’s terms, cointegration is a measure of how time series data representations are related to each other. The notion is that the difference in behavior of time series graphs can be attributed to a mathematical representation that captures their difference into...

Lucena is teaming up with the Market Technicians Association (MTA) again to give you How to Design and Validate a Systematic Foreign Exchange strategy Presented by: Erez Katz and Tucker Balch, Ph.D. Hosted by: New York Chapter of the Market Technicians’ Association....

Written by: Anthony Malakian Published in: Waters Magazine March 2, 2016 Machine Learning: Hype vs. Reality Waters takes an in-depth look at advancements made in this field of artificial intelligence and where there’s still room for advancement. Many firms want...

Strategies that trade frequently usually have high turnover and are therefore taxed at a higher rate than strategies that hold positions for one year or longer. In this article we examine the tax consequences for high turnover strategies. keywords: short term capital...